Share price$59.75
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T07:14:50.297Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T20:00:00.69592828Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 66.07 | 38.6% | 11.7% | 55.26 | 36.3% | 8.7% |
| 25Δ | 64.78 | 37.9% | 9.9% | 56.17 | 36.9% | 7.6% |
| 30Δ | 63.78 | 38.1% | 8.7% | 57.04 | 37.2% | 6.6% |
| 35Δ | 62.80 | 37.7% | 7.5% | 57.88 | 37.0% | 5.7% |
| 40Δ | 61.91 | 37.5% | 6.5% | 58.68 | 37.2% | 5.0% |
| 45Δ | 60.99 | 35.3% | 5.3% | 59.49 | 38.5% | 4.4% |
| 50Δ | 60.23 | 35.2% | 4.5% | 60.33 | 40.3% | 3.9% |
| 55Δ | 59.48 | 35.2% | 3.9% | 61.28 | 42.2% | 3.4% |
| 60Δ | 58.76 | 34.8% | 3.3% | 62.35 | 44.3% | 3.0% |
| 65Δ | 58.07 | 33.1% | 2.6% | 63.52 | 45.7% | 2.5% |
| 70Δ | 57.35 | 32.6% | 2.1% | 64.88 | 47.5% | 2.0% |
| 75Δ | 56.63 | 31.9% | 1.7% | 66.56 | 49.9% | 1.6% |
| 80Δ | 55.91 | 30.9% | 1.3% | |||
No recorded observations